Similar Search Results

Market quality of dealer versus hybrid markets for illiquid securities : new evidence from the FTSE AIM Index

Gregoriou, Andros - In: The European journal of finance 21 (2015) 4/6, pp. 466-485

Persistent link: https://www.econbiz.de/10010528959

Quantifying the high-frequency trading "arms race"

Aquilina, Matteo; Budish, Eric B.; O'Neill, Peter - 2021

Persistent link: https://www.econbiz.de/10012620780

Three essays in market microstructure

Zabotina, Tatyana V. - 2002

Persistent link: https://www.econbiz.de/10003777581

Liquidity skewness in the London Stock Exchange

Hsieh, Tsung-Han; Li, Youwei; McKillop, Donal G.; Wu, … - In: International review of financial analysis 56 (2018), pp. 12-18

Persistent link: https://www.econbiz.de/10012006199

Liquid speed : on-demand fast trading at distributed exchanges

Brolley, Michael; Zoican, Marius - 2019

Trading activity surges associated with latency arbitrage are costly, as they lead to both lower liquidity and … inefficient investments in order processing capacity that remains idle 90% of the time. A congestion message fee on liquidity …

Persistent link: https://www.econbiz.de/10012052601

Hidden and fast liquidity : hidden orders and high-frequency trading

Lenczewski, Martins Carlos Jorge - In: Financial internet quarterly 16 (2020) 1, pp. 27-35

HFT, the actual knowledge on how they affect liquidity, prices, and market structure is still limited - especially if they … direction to what some of the goals that market regulators try to reach - transparency and increase of market liquidity …

Persistent link: https://www.econbiz.de/10012197220